Okay, nice to hear I am not alone in seeing this. I am requesting for NQ future e-mini data w/ these request details -> reqHistoricalData(m_reqHistDataId++, m_contract, "", "1 D", "1 min", "TRADES", 1, 1, true, TagValueListSPtr());
I am wondering if I should do the 5sec cancel idea, or your #2 suggestion, but only if this is a consistent problem going forward. I want to collect more data on this before doing something crazy. Not that your idea is crazy, but rabbit holes are always deepest when they do not need to be dug.
